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jmmcg::exchanges::FIX::v5_0sp2::MsgTypes Struct Reference

#include <messages.hpp>

Classes

struct  logon_args_t
 

Public Types

enum  : std::size_t {
  min_size_client_to_exchange_msg, max_size_client_to_exchange_msg, min_size_exchange_to_client_msg, max_size_exchange_to_client_msg,
  min_msg_size =min<std::size_t, min_size_client_to_exchange_msg, min_size_exchange_to_client_msg>::value, max_msg_size =max<std::size_t, max_size_client_to_exchange_msg, max_size_exchange_to_client_msg>::value, header_t_size =Header_t::header_t_size
}
 
using UserName_t = common::UserName_t
 
using Password_t = common::Password_t
 
using Price_t = common::Price_t
 
using ClientOrderID_t = common::ClientOrderID_t
 
using SecurityID_t = common::SecurityID_t
 
using LogonRequest = common::Message< LogonSpecific >
 
using Header_t = LogonRequest::Header_t
 
using LogoutRequest = common::Message< LogoutRequestSpecific >
 
using ClientHeartbeat = common::Message< HeartbeatSpecific >
 
using ServerHeartbeat = v5_0sp2::ServerHeartbeat
 
using NewOrderSingle = common::Message< NewOrderSingleSpecific >
 
using OrderCancelRequest = common::Message< OrderCancelRequestSpecific >
 
using OrderCancelReplace = common::Message< OrderCancelReplaceSpecific >
 
using ExecutionReport = common::Message< ExecutionReportSpecific >
 
using LogonReply = common::Message< LogonReplySpecific >
 
using Logout = common::Message< LogoutSpecific >
 
using CancelOrder = common::Message< CancelOrderSpecific >
 
using ModifyOrder = common::Message< ModifyOrderSpecific >
 
using TradeCaptureReport = common::Message< TradeCaptureReportSpecific >
 
using TradeCaptureReportRequest = common::Message< TradeCaptureReportRequestSpecific >
 
using OrderAcknowledgement = common::Message< OrderAcknowledgementSpecific >
 
using OrderRejected = common::Message< OrderRejectedSpecific >
 
using BusinessMessageReject = common::Message< BusinessMessageRejectSpecific >
 
using OrderModified = common::Message< OrderModifiedSpecific >
 
using OrderRestated = common::Message< OrderRestatedSpecific >
 
using UserModifyRejected = common::Message< UserModifyRejectedSpecific >
 
using OrderCancelled = common::Message< OrderCancelledSpecific >
 
using CancelRejected = common::Message< CancelRejectedSpecific >
 
using OrderExecution = common::Message< OrderExecutionSpecific >
 
using TradeCaptureReportAck = common::Message< TradeCaptureReportAckSpecific >
 
using TradeCaptureReportRequestAck = common::Message< TradeCaptureReportRequestAckSpecific >
 
using NewOrder = NewOrderSingle
 
using client_to_exchange_messages_t = boost::mpl::vector< LogonRequest, LogoutRequest, ClientHeartbeat, NewOrderSingle, OrderCancelRequest, OrderCancelReplace, ModifyOrder, TradeCaptureReport, TradeCaptureReportRequest >
 
using exchange_to_client_messages_t = boost::mpl::vector< LogonReply, Logout, ServerHeartbeat, OrderAcknowledgement, ExecutionReport, OrderRejected, BusinessMessageReject, OrderModified, OrderRestated, UserModifyRejected, OrderCancelled, CancelRejected, OrderExecution, TradeCaptureReportAck, TradeCaptureReportRequestAck >
 
using client_to_exchange_messages_container = boost::make_variant_over< client_to_exchange_messages_t >::type
 
using exchange_to_client_messages_container = boost::make_variant_over< exchange_to_client_messages_t >::type
 
using underlying_fix_data_buffer = common::underlying_fix_data_buffer
 

Public Member Functions

 BOOST_MPL_ASSERT_RELATION (max_msg_size, >=, header_t_size)
 

Static Public Member Functions

static std::ostream & to_stream (std::ostream &) noexcept(false)
 

Detailed Description

I expect that the FIX message will be constructible using accessors, but also via placement-new or a reference to the data-block. I also expect that a FIX message can be contruxcted from BATS or MIT messages. Also BATS & MIT messages will be constructible from FIX messages.

Definition at line 360 of file messages.hpp.

Member Typedef Documentation

Member Enumeration Documentation

anonymous enum : std::size_t
Enumerator
min_size_client_to_exchange_msg 
max_size_client_to_exchange_msg 
min_size_exchange_to_client_msg 
max_size_exchange_to_client_msg 
min_msg_size 
max_msg_size 
header_t_size 

Definition at line 426 of file messages.hpp.

Member Function Documentation

jmmcg::exchanges::FIX::v5_0sp2::MsgTypes::BOOST_MPL_ASSERT_RELATION ( max_msg_size  ,
>=  ,
header_t_size   
)
std::ostream & jmmcg::exchanges::FIX::v5_0sp2::MsgTypes::to_stream ( std::ostream &  os)
inlinestaticnoexcept

Definition at line 269 of file messages_impl.hpp.


The documentation for this struct was generated from the following files: